significant relationship between the EDF calculated using bank stock prices and volatility in stock market is examined, reflecting … negative in terms of the correlation coefficient measured by integrating the bank-year observation unit sample. If this weak …

. 특히 EVT(extreme value theory)를 적용한 모형과 CAViaR(conditional autoregressive value at risk) 모형의 예측성과에 초점을 맞추었다. 실증 분석 결과, 채권 … particular, we focus on the predictive performance of the extreme value theory(EVT) models and the conditional autoregressive …

a bank is a reversed U-shaped function of the insiders ownership (or the largest shareholder ownership). This means that …, as the insiders ownership (the largest shareholder ownership) increases, a bank's risk initially increases and …, thereafter, decreases. This result can be explained by the agency theory of outside equity. That is, as the insiders ownership …